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2020 Mathematics Subject Classification index

Subjects: Applied mathematics. Quantitative methods; T57-57.97; Mathematics

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 4, Pp 495-498 (2024)

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Sample path properties of multidimensional integral with respect to stochastic measure

• Authors : Boris Manikin; Vadym Radchenko

Subjects: Stochastic measure; trajectories of random functions; multivariable Haar functions

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 4, Pp 421-437 (2024)

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Fluctuations of an omega-type killed process in discrete time

• Authors : Meral Şimşek; Lewis Ramsden; Apostolos D. Papaioannou

Subjects: Fluctuation theory in discrete time; exit problems; upwards skip-free killed random walks

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 4, Pp 459-478 (2024)

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Generalized fractional calculus and some models of generalized counting processes

• Authors : Khrystyna Buchak; Lyudmyla Sakhno

Subjects: Time-change; Poisson process; generalized counting process

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 4, Pp 439-458 (2024)

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Estimation in Cox proportional hazards model with heteroscedastic errors in covariates

• Authors : Oksana Chernova

Subjects: Cox proportional hazards model; right censoring; heteroscedastic measurement errors

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 4, Pp 479-489 (2024)

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Properties of the entropic risk measure EVaR in relation to selected distributions

• Authors : Yuliya Mishura; Kostiantyn Ralchenko; Petro Zelenko

Subjects: Entropic Value-at-Risk; Poisson distribution; gamma distribution

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 4, Pp 373-394 (2024)

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Combinatorial approach to the calculation of projection coefficients for the simplest Gaussian-Volterra process

• Authors : Iryna Bodnarchuk; Yuliya Mishura

Subjects: Gaussian-Volterra process; covariance matrix; projection problem

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 4, Pp 403-419 (2024)

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Unsolved problem about stability of stochastic difference equations with continuous time and distributed delay

• Authors : Leonid Shaikhet

Subjects: Difference equations; continuous time; distributed delay

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 4, Pp 395-402 (2024)

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Consistency of local linear regression estimator for mixtures with varying concentrations

• Authors : Daniel Horbunov; Rostyslav Maiboroda

Subjects: Nonparametric regression; mixture with varying concentrations; boundary effect

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 3, Pp 359-372 (2024)

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Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory

• Authors : Simonas Gervė; Andrius Grigutis

Subjects: Multi-seasonal discrete-time risk model; survival probability; random walk

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 3, Pp 323-357 (2024)

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Optimal estimation of the local time and the occupation time measure for an α-stable Lévy process

• Authors : Chiara Amorino; Arturo Jaramillo; Mark Podolskij

Subjects: high frequency data; Local time; mixed normal distribution

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 2, Pp 149-168 (2024)

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Stochastic Lotka–Volterra mutualism model with jumps

• Authors : Olga Borysenko; Oleksandr Borysenko

Subjects: Stochastic Lotka–Volterra mutualism model; global solution; stochastic ultimate boundedness

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 3, Pp 289-301 (2024)

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Almost everywhere continuity of conditional expectations

• Authors : Alberto Alonso; Fernando Brambila-Paz

Subjects: Conditional expectations; probability; Applied mathematics. Quantitative methods

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 3, Pp 247-263 (2024)

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Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Lévy processes

• Authors : Takuya Nakagawa; Ryoichi Suzuki

Subjects: Running maximum; density functions; Malliavin calculus

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 3, Pp 303-321 (2024)

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On min- and max-Kies families: distributional properties and saturation in Hausdorff sense

• Authors : Tsvetelin Zaevski; Nikolay Kyurkchiev

Subjects: Exponential distribution; Weibull distribution; Kies distribution

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 3, Pp 265-288 (2024)

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Arithmetic properties of multiplicative integer-valued perturbed random walks

• Authors : Victor Bohdanskyi; Vladyslav Bohun; Alexander Marynych

Subjects: Least common multiple; multiplicative perturbed random walk; prime counts

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 2, Pp 133-148 (2024)

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Asymptotic normality of the LSE for chirp signal parameters

• Authors : Alexander Ivanov; Viktor Hladun

Subjects: Chirp signal; stationary Gaussian stochastic process; least squares estimate

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 2, Pp 195-216 (2024)

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A law of the iterated logarithm for small counts in Karlin’s occupancy scheme

• Authors : Alexander Iksanov; Valeriya Kotelnikova

Subjects: Independent indicators; infinite occupancy; law of the iterated logarithm

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 2, Pp 217-245 (2024)

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Power law in Sandwiched Volterra Volatility model

• Authors : Giulia Di Nunno; Anton Yurchenko-Tytarenko

Subjects: SVV model; stochastic volatility; sandwiched process

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 2, Pp 169-194 (2024)

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Author index

Subjects: Applied mathematics. Quantitative methods; T57-57.97; Mathematics

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 4, Pp 491-492 (2024)

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Keywords index

Subjects: Applied mathematics. Quantitative methods; T57-57.97; Mathematics

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 4, Pp 493-494 (2024)

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Editorial

• Authors : Kȩstutis Kubilius; Kostiantyn Ralchenko

Subjects: Applied mathematics. Quantitative methods; T57-57.97; Mathematics

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 2, Pp 129-131 (2024)

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Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients

• Authors : Badr Elmansouri; Mohamed El Otmani

Subjects: Generalized BSDEs with jumps; RCLL martingale; stochastic monotone coefficient

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 1, Pp 109-128 (2023)

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Gamma mixed fractional Lévy Ornstein–Uhlenbeck process

• Authors : Héctor Araya; Johanna Garzón; Rolando Rubilar-Torrealba

Subjects: Fractional Lévy process; Ornstein–Uhlenbeck process; non-Gaussian process

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 1, Pp 63-83 (2023)

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A note on randomly stopped sums with zero mean increments

• Authors : Remigijus Leipus; Jonas Šiaulys

Subjects: Heavy-tailed distribution; Consistently varying distribution; randomly stopped sum

• Source: Modern Stochastics: Theory and Applications, Vol 11, Iss 1, Pp 31-42 (2023)

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